Rentenfonds • Renten International

Tabula Gl.IG Credit Curve Steep.UE EUR

WKN: A2P58Y · ISIN: IE00BMQ5Y557 · Tabula Investment Management Limited
(Echtzeit)
99,582 EUR
-0,208 EUR-0,21 %
Geld
99,501 EUR
(550 Stk.)
Brief
99,663 EUR
(550 Stk.)

Fondsvolumen
122,00 Mio. EUR
Laufende Kosten
0,40 %
Benchmark
ITRAXX-CDX IG GLOBAL CR …
Replikations­methode
Synthetisch
Ertrags­ver­wendung
Thesaurierend
Domizil
Irland

Kosten und Erträge

KostentypKosten
Ausgabeaufschlag
Verwaltungsgebühr
Laufende Kosten0,40 %
Datum
Ertragsverwendung
Ertrag
Bisher keine Ertragsvorkommnisse
Sparplanfähigkeit
KVG

Ratings zu Tabula Gl.IG Credit Curve Steep.UE EUR

Morningstar Style-Box™ (Anleihen)
Scope Mutual Fund Rating

ETF-Strategie zu Tabula Gl.IG Credit Curve Steep.UE EUR

The Sub-Fund is passive and has the objective to track the performance of the iTraxx-CDX IG Global Credit Steepener Index (the Index). The Sub-Fund aims to invest as far as possible in the fixed income exposures (such as through bonds and derivatives on CDS indices) that make up the Index. The Sub-Fund’s ultimate exposure will be to the 5 and 10 Year On-the-Run European and U.S. investment grade CDS credit curves. The Index is calculated using the value of a hypothetical portfolio composed of exactly 50% iTraxx Europe (ITRX EUR) and 50% CDX IG (CDX NA IG) through long CDS positions on the 5 Year On-the-Run Index and short CDS positions on the 10 Years On-the-Run CDS index with the remaining cash component receiving interest at the EONIA rate minus a spread (subject to change). The Index is rebalanced monthly to maintain an approximate 3:1 market exposure to the short On-the-Run 10 Year Index CDS position where the weight of the long On-the-Run 5 Year Index CDS position is determined to offset the credit sensitivity of the 10 Year position. The Index rebalances the CDS based on a ratio of notional times CDS bond equivalent price to Index value, so the notional to Net Asset Value ratio may differ from 3:1. The CDS index positions held are rolled to the latest issued series when the new series becomes available semi-annually. Transaction costs are included in the Index. The Sub-Fund aims to replicate the Index via holding long and short CDS index positions. The Sub-Fund will also seek to replicate the cash component return of the Index by investing its cash holdings in cash deposits, cash held with a custodian, short term debt securities, bonds that may be fixed or floating rate, certificates of deposit, bankers acceptances and money market instruments (such as short-term government bonds).

Stammdaten zu Tabula Gl.IG Credit Curve Steep.UE EUR

  • Fondsvolumen
    122,00 Mio. EUR
  • Währung
    EUR
  • Auflagedatum
  • Ertragsverwendung
    Thesaurierend
  • Replikationsmethode
    synthetisch

Weitere Kurse

KursquelleKurs aktuell
Zeit
Stuttgart
Echtzeit
99,520 EUR
Lang & Schwarz
Echtzeit
99,386 EUR
KVG
Echtzeit
99,301 EUR
Düsseldorf
Echtzeit
99,502 EUR

Risiko-Kennzahlen zu Tabula Gl.IG Credit Curve Steep.UE EUR

Volatilität
Maximaler Verlust
Positive Monate
Höchstkurs
Tiefstkurs
Durchschnittspreis

Performance-Kennzahlen zu Tabula Gl.IG Credit Curve Steep.UE EUR

Performance
Relativer Return
Relativer Return Monatsdurchschnitt
Performance im Jahr
Sharpe Ratio (annualisiert)
Excess Return